-25.0%
MOS vs INVH
-3.5%
-21.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +24.8% | +1.8% | +23.0% | +24.2% |
| 30D | +22.7% | +1.1% | +21.6% | +22.3% |
| 3M | -1.2% | -8.3% | +7.1% | +1.2% |
| 6M | +5.5% | -3.7% | +9.2% | +6.6% |
| YTD | -2.0% | +0.8% | -2.8% | -2.6% |
| 1Y | -7.9% | +1.0% | -9.0% | -8.7% |
| 3Y | -25.0% | -4.3% | -20.7% | -27.3% |
| All | -25.0% | -3.5% | -21.5% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded INVH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling